Comportement asymptotique de sommes de Cesàro aléatoires
Résumé
It's known that under suitable integrability assumptions, the Cesaro sums - of order alpha - associated to an i.i.d. sequence of random variables ful¯ll a Kolmogorov like strong law of large numbers. Here, we make this asymptotic behaviour more precise by showing that these sums are generalized martingales (amart or quasimartingale).
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